| Field |
Value |
Language |
|
dc.contributor.author |
Alfeus, M |
|
|
dc.contributor.author |
Nikitopoulos, CS |
|
|
dc.contributor.author |
Overbeck, L |
|
|
dc.date.accessioned |
2024-05-10T03:50:09Z |
|
|
dc.date.available |
2024-05-10T03:50:09Z |
|
|
dc.date.issued |
2024 |
|
|
dc.identifier.citation |
Quantitative Finance, 2024, 24, (3-4), pp. 347-363 |
|
|
dc.identifier.issn |
1469-7688 |
|
|
dc.identifier.issn |
1469-7696 |
|
|
dc.identifier.uri |
http://hdl.handle.net/10453/178794
|
|
|
dc.language |
English |
|
|
dc.publisher |
Taylor and Francis Group |
|
|
dc.relation |
http://purl.org/au-research/grants/arc/DP130103315
|
|
|
dc.relation.ispartof |
Quantitative Finance |
|
|
dc.relation.isbasedon |
10.1080/14697688.2023.2291081 |
|
|
dc.rights |
info:eu-repo/semantics/restrictedAccess |
|
|
dc.subject |
01 Mathematical Sciences, 14 Economics, 15 Commerce, Management, Tourism and Services |
|
|
dc.subject.classification |
Finance |
|
|
dc.subject.classification |
35 Commerce, management, tourism and services |
|
|
dc.subject.classification |
38 Economics |
|
|
dc.subject.classification |
49 Mathematical sciences |
|
|
dc.title |
Implied roughness in the term structure of oil market volatility |
|
|
dc.type |
Journal Article |
|
|
utslib.citation.volume |
24 |
|
|
utslib.for |
01 Mathematical Sciences |
|
|
utslib.for |
14 Economics |
|
|
utslib.for |
15 Commerce, Management, Tourism and Services |
|
|
pubs.organisational-group |
University of Technology Sydney |
|
|
pubs.organisational-group |
University of Technology Sydney/Faculty of Business |
|
|
pubs.organisational-group |
University of Technology Sydney/Faculty of Business/Finance Discipline |
|
|
pubs.organisational-group |
University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre |
|
|
pubs.organisational-group |
University of Technology Sydney/Strength - CBSD - Centre for Business and Sustainable Development |
|
|
utslib.copyright.status |
in_progress |
* |
|
pubs.consider-herdc |
true |
|
|
dc.date.updated |
2024-05-10T03:50:07Z |
|
|
pubs.issue |
3-4 |
|
|
pubs.publication-status |
Published |
|
|
pubs.volume |
24 |
|
|
utslib.citation.issue |
3-4 |
|
